Calculating the exact bounds of optimal valuesin LP with interval coefficients.
Frantisek MrázPublished in: Ann. Oper. Res. (1998)
Keyphrases
- lp norm
- worst case
- linear programming
- optimal solution
- dynamic programming
- weighting coefficients
- error tolerance
- upper bound
- efficiently computable
- tight bounds
- error bounds
- asymptotically optimal
- special case
- linear program
- stage stochastic programs
- type fuzzy logic systems
- closed form expressions
- stack filters
- linear prediction
- lower and upper bounds
- lower bound